| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
5,870.0 |
5,737.0 |
-133.0 |
-2.3% |
5,900.0 |
| High |
5,871.5 |
5,796.5 |
-75.0 |
-1.3% |
5,931.0 |
| Low |
5,721.5 |
5,725.5 |
4.0 |
0.1% |
5,837.0 |
| Close |
5,725.5 |
5,786.5 |
61.0 |
1.1% |
5,892.5 |
| Range |
150.0 |
71.0 |
-79.0 |
-52.7% |
94.0 |
| ATR |
69.6 |
69.7 |
0.1 |
0.1% |
0.0 |
| Volume |
142,714 |
110,488 |
-32,226 |
-22.6% |
552,132 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,982.5 |
5,955.5 |
5,825.5 |
|
| R3 |
5,911.5 |
5,884.5 |
5,806.0 |
|
| R2 |
5,840.5 |
5,840.5 |
5,799.5 |
|
| R1 |
5,813.5 |
5,813.5 |
5,793.0 |
5,827.0 |
| PP |
5,769.5 |
5,769.5 |
5,769.5 |
5,776.0 |
| S1 |
5,742.5 |
5,742.5 |
5,780.0 |
5,756.0 |
| S2 |
5,698.5 |
5,698.5 |
5,773.5 |
|
| S3 |
5,627.5 |
5,671.5 |
5,767.0 |
|
| S4 |
5,556.5 |
5,600.5 |
5,747.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,169.0 |
6,124.5 |
5,944.0 |
|
| R3 |
6,075.0 |
6,030.5 |
5,918.5 |
|
| R2 |
5,981.0 |
5,981.0 |
5,909.5 |
|
| R1 |
5,936.5 |
5,936.5 |
5,901.0 |
5,912.0 |
| PP |
5,887.0 |
5,887.0 |
5,887.0 |
5,874.5 |
| S1 |
5,842.5 |
5,842.5 |
5,884.0 |
5,818.0 |
| S2 |
5,793.0 |
5,793.0 |
5,875.5 |
|
| S3 |
5,699.0 |
5,748.5 |
5,866.5 |
|
| S4 |
5,605.0 |
5,654.5 |
5,841.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,930.0 |
5,721.5 |
208.5 |
3.6% |
84.0 |
1.5% |
31% |
False |
False |
110,284 |
| 10 |
5,944.0 |
5,721.5 |
222.5 |
3.8% |
71.0 |
1.2% |
29% |
False |
False |
108,128 |
| 20 |
5,944.0 |
5,721.5 |
222.5 |
3.8% |
62.5 |
1.1% |
29% |
False |
False |
95,468 |
| 40 |
5,944.0 |
5,539.0 |
405.0 |
7.0% |
67.0 |
1.2% |
61% |
False |
False |
92,722 |
| 60 |
5,944.0 |
5,281.5 |
662.5 |
11.4% |
74.5 |
1.3% |
76% |
False |
False |
92,765 |
| 80 |
5,944.0 |
5,040.0 |
904.0 |
15.6% |
81.0 |
1.4% |
83% |
False |
False |
71,220 |
| 100 |
5,944.0 |
5,040.0 |
904.0 |
15.6% |
80.5 |
1.4% |
83% |
False |
False |
56,991 |
| 120 |
5,944.0 |
4,887.5 |
1,056.5 |
18.3% |
75.5 |
1.3% |
85% |
False |
False |
47,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,098.0 |
|
2.618 |
5,982.5 |
|
1.618 |
5,911.5 |
|
1.000 |
5,867.5 |
|
0.618 |
5,840.5 |
|
HIGH |
5,796.5 |
|
0.618 |
5,769.5 |
|
0.500 |
5,761.0 |
|
0.382 |
5,752.5 |
|
LOW |
5,725.5 |
|
0.618 |
5,681.5 |
|
1.000 |
5,654.5 |
|
1.618 |
5,610.5 |
|
2.618 |
5,539.5 |
|
4.250 |
5,424.0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,778.0 |
5,812.0 |
| PP |
5,769.5 |
5,803.5 |
| S1 |
5,761.0 |
5,795.0 |
|